After a brief general overview of Monte Carlo computer simulations in statistical physics, special emphasis is placed on applications to phase transitions and critical phenomena. Here, standard simulations employing local update algorithms are severely hampered by the problem of critical slowing...

The electromigration (EM) of metallic lines is studied in terms of competition between biased processes taking place in a random resistor network. The effects associated with the transport of mass and with the consequent growth of the internal stress are accounted for by stochastic generation...

This paper addresses the problem of radionuclides transport through the artificial porous matrices constituting the engineered barriers of a permanent deposit for radioactive wastes under design by the Italian Agency for Energy and Environment (ENEA). The complexity of the phenomena involved,...

In this paper, two pivotal quantities are modified to construct prediction intervals for future lifetime based on random number of three parameters Weibull distribution, which can be widely applied in reliability theory and lifetime problems. The case of fixed sample size is presented as a...

The low power of threshold, or asymmetric, cointegration tests is addressed. A new test is developed which combines momentum-threshold autoregression (MTAR) and local-to-unity detrending via generalised least squares (GLS). Critical values for the newly proposed GLS-MTAR threshold cointegration...

In this paper, we propose a simple test for the continuity of a distribution function or of the type of distribution. The main advantage of our test in comparison to others, as used in earnings-management studies, for example, is that no assumptions regarding the underlying distribution function...

The methodologies employed in the probabilistic safety assessment (PSA) of hazardous engineering systems have reached a high level of maturity. However, a few issues are still worth of further investigation in order to increase the confidence in the results obtained. In this view, in the past...